SUBJECT INDEX
A
Absolute risk aversion, 229
Active return, 280
Adjusted present value, 621–623
Agency effects, 514
Agent sentiment, 192
deal attributes and, 138
governance capabilities and, 138
Allocation decisions, by individuals, 4
Allocative efficiency, 157
Alternative trading systems (ATS), 482n4
Ambiguity aversion, 191
American options, 414, 442–443
Anchoring, 190
Arbitrage, 347–349, 479–497, See also Impediments to arbitrage
pricing derivatives by, 385–410
Arbitrage-free prices, 366
Arbitrage, pricing derivatives by, 414–448, See also Nonlinear payoff derivative
Arbitrage opportunities, 367–369
efficient market hypothesis, 368
financial market efficiency, 368–369
forms of, 367n3
fundamental security analysis, 368
profit-seeking eliminating, 367–369
strong-form efficient market, 368
technical analysis, 368
Arbitrage Pricing Theory (APT), 236, 309, 317–337
arbitrage opportunity, 319
Arbitrage without risk-neutral pricing, 393–397
Arrow-Debreu price, 347
Arrow-Debreu security, 200
Arrow possibility theorem, 462–464
Arrow-Pratt risk aversion, 184, 184n16, 226–230, 272n2
Asset-backed securities, 136, 570
Asset liquidity, 132
Arrow-Debreu ...
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